CVA Capital Charge

CCR netting without collateral

CVA/CCR

Singular 1

35.33%

64.67%

0.54

Singular 2

35.33%

64.67%

0.54

Singular 3

35.33%

64.67%

0.54

Portfolio 1

57.74%

42.26%

1.36

Portfolio 2

56.32%

43.67%

1.29

Portfolio 3

55.87%

44.13%

1.27